However, Murray's family and closest friends have no idea what drew her to that lonely New Hampshire road. And they were surprised at some of the things police and reporters discovered.
"She took a lot of belongings and didn't tell anybody where she was going other than e-mails she sent to a professor saying that there had been a death in the family and that she needed to leave unexpectedly. And then she headed north," said McGee.
Regardless of what brought Murray to that remote area, her father wants to know where she is now. For the past four years he's traveled most weekends from Massachusetts to the lonely stretch of highway in New Hampshire where his daughter was last seen, not only searching for his daughter, but also searching for answers.
In a desperate attempt to find his daughter Fred Murray went to the state capitol and met with the governor in a closed-door meeting, demanding answers about the investigation.
"I'd have been better off if this happened in Aruba," he said, "'because the case might be closed. We'd have gotten some real action on it because in Aruba, when the locals can't handle it, they call in help."
His confrontations with the police and state officials, and his constant prowling around New Hampshire, raised speculation in some quarters that he was becoming kind of a nutty nuisance.
But Murray's relentless pursuit for answers caught the attention of Tom Shamshak, a former police chief and member of a group of private investigators who offer pro bono help in situations that capture their interest. Shamshak and his colleagues looked at the case with a fresh set of eyes.
Based on their investigation, Shamshak said, "It appears, just based on what I have reviewed with the other investigators from New Hampshire, Maine and Vermont that are part of the team, that this is something beyond a mere missing persons case. Something ominous could have happened here."
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